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This paper focuses on Bayesian shrinkage for covariance matrix estimation. We examine posterior properties and frequentist risks of Bayesian estimators based on new hierarchical inverse-Wishart priors. More precisely, we give the existence…

Methodology · Statistics 2011-06-17 Mathilde Bouriga , Olivier Féron

We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…

Methodology · Statistics 2022-06-29 Anna Bonnet , Claire Lacour , Franck Picard , Vincent Rivoirard

We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…

Statistics Theory · Mathematics 2017-08-22 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

This paper introduces Bayesian supervised and unsupervised segmentation algorithms aimed at oceanic segmentation of SAR images. The data term, \emph{i.e}., the density of the observed backscattered signal given the region, is modeled by a…

Applications · Statistics 2010-07-29 Sónia Pelizzari , José M. Bioucas-Dias

The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Jieming Ke , Xiaodong Lu , Yanlong Zhao , Ji-Feng Zhang

This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…

Methodology · Statistics 2018-05-25 Abdolnasser Sadeghkhani

Given that hierarchical count data in many fields are not Normally-distributed and include random effects, this paper extends the Generalized Linear Mixed Models (GLMMs) into Poisson Mixed-Effect Linear Model (PMELM) and do numerical…

Methodology · Statistics 2018-05-09 N. Zhang

In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework…

Signal Processing · Electrical Eng. & Systems 2019-05-01 Kenji Nagata , Yoh-ichi Mototake , Rei Muraoka , Takehiko Sasaki , Masato Okada

We propose a non-parametric method to denoise 1D stellar spectra based on wavelet shrinkage followed by adaptive Kalman thresholding. Wavelet shrinkage denoising involves applying the Discrete Wavelet Transform (DWT) to the input signal,…

Instrumentation and Methods for Astrophysics · Physics 2020-07-03 Sankalp Gilda , Zachary Slepian

We analyse the first measurements from precision weak lensing (PWL): a new methodology for measuring individual galaxy-galaxy weak lensing through velocity information. Our goal is to understand the observed shear distribution from PWL,…

Astrophysics of Galaxies · Physics 2021-02-24 Pol Gurri , Edward N. Taylor , Christopher J. Fluke

Spectral algorithms leverage spectral regularization techniques to analyze and process data, providing a flexible framework for addressing supervised learning problems. To deepen our understanding of their performance in real-world…

Machine Learning · Statistics 2025-07-23 Jun Fan , Zheng-Chu Guo , Lei Shi

This work deals with the reconstruction of dynamic images that incorporate characteristic dynamics in certain subregions, as arising for the kinetics of many tracers in emission tomography (SPECT, PET). We make use of a basis function…

Numerical Analysis · Mathematics 2016-08-24 Martin Burger , Carolin Rossmanith , Xiaoqun Zhang

In this paper, we consider the problem of experience rating within the classic Markov chain life insurance framework. We begin by establishing a link between mixed Poisson distributions and the problem of pricing group disability insurance…

Statistics Theory · Mathematics 2025-11-14 Christian Furrer , Jacob Juhl Sørensen , Jorge Yslas

We study the problem of partitioning a small sample of $n$ individuals from a mixture of $k$ product distributions over a Boolean cube $\{0, 1\}^K$ according to their distributions. Each distribution is described by a vector of allele…

Machine Learning · Computer Science 2008-02-21 Shuheng Zhou

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…

Applications · Statistics 2009-07-29 Marie-Pierre Etienne , Eric Parent , Benoit Hugues , Bernier Jacques

This paper presents a simple shrinkage estimator of rates based on Bayesian methods. Our focus is on crime rates as a motivating example. The estimator shrinks each town's observed crime rate toward the country-wide average crime rate…

Applications · Statistics 2018-10-18 Einar Holsbø , Vittorio Perduca

A simple model for image formation in linear shift-invariant systems is considered, in which both the detected signal and the noise variance are varying slowly compared to the point-spread function of the system. It is shown that within the…

Medical Physics · Physics 2017-08-10 Timur Gureyev , Yakov Nesterets , Frank de Hoog

The statistical evolution of ensembles of random, weakly-interacting waves is governed by wave kinetic equations. To simplify the analysis, one frequently works with reduced differential models of the wave kinetics. However, the conditions…

Optics · Physics 2023-08-02 Jonathan Skipp , Jason Laurie , Sergey Nazarenko

Our work in this paper is inspired by a statistical observation that is both elementary and broadly relevant to network analysis in practice -- that the uncertainty in approximating some true network graph $G=(V,E)$ by some estimated graph…

Statistics Theory · Mathematics 2016-10-11 Prakash Balachandran , Eric D. Kolaczyk , Weston Viles